+339.2%
GLW vs PBR
+69.2%
+270.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.3% | -5.6% | -4.4% |
| 7D | +7.7% | -1.0% | +8.8% | +7.8% |
| 30D | -18.8% | -29.3% | +10.5% | -16.8% |
| 3M | -27.7% | +5.5% | -33.3% | -29.5% |
| 6M | -44.4% | -2.9% | -41.5% | -45.2% |
| YTD | +31.3% | +61.5% | -30.2% | +15.3% |
| 1Y | +40.0% | +46.9% | -6.8% | +25.2% |
| 3Y | +339.2% | +66.4% | +272.8% | +274.2% |
| All | +339.2% | +69.2% | +270.1% | +274.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded PBR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling